+19.0%
SMCI vs EPAM
-30.2%
+49.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.8% | +10.3% | +9.6% |
| 7D | +2.8% | +18.5% | -15.7% | +0.3% |
| 30D | -23.9% | +44.0% | -67.9% | -28.2% |
| 3M | -3.7% | +63.0% | -66.7% | -11.5% |
| 6M | -9.2% | +67.3% | -76.5% | -17.5% |
| YTD | +4.0% | -20.5% | +24.5% | +15.4% |
| 1Y | -21.6% | -9.6% | -12.0% | -16.9% |
| All | +19.0% | -30.2% | +49.2% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling